- Ausgabe
-
Version Februar 2007
- Sprache
-
Englisch
- Identifier
-
1058683403
- Reihe
-
Universität Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance & Accounting; No. 173
Thema
Aktienmarkt; Volatilität
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:54 MEZ
Objekttyp
- Monografie
Ähnliche Objekte (12)
Trade credit defaults and liquidity provision by firms
Stale information, shocks and volatility
Cross-border bank contagion in Europe
Can tests based on option hedging errors correctly identify volatility risk premia?
A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings
An empirical comparison of alternative stochastic volatility models
Intraday stock price effects of ad hoc disclosures: the German case
Does the stock market react to unsolicited ratings?
A multiple factor model for European stocks
Liquiditätsmessung auf experimentellen Aktienmärkten
Pension systems and financial systems in Europe: a comparison from the point of view of complementarity
The economics of rating watchlists: evidence from rating changes
Trade credit defaults and liquidity provision by firms
Stale information, shocks and volatility
Cross-border bank contagion in Europe
Can tests based on option hedging errors correctly identify volatility risk premia?
A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings
An empirical comparison of alternative stochastic volatility models
Intraday stock price effects of ad hoc disclosures: the German case
Does the stock market react to unsolicited ratings?
A multiple factor model for European stocks
Liquiditätsmessung auf experimentellen Aktienmärkten
Pension systems and financial systems in Europe: a comparison from the point of view of complementarity
The economics of rating watchlists: evidence from rating changes
Trade credit defaults and liquidity provision by firms
Stale information, shocks and volatility
Cross-border bank contagion in Europe
Can tests based on option hedging errors correctly identify volatility risk premia?
A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings
An empirical comparison of alternative stochastic volatility models
Intraday stock price effects of ad hoc disclosures: the German case
Does the stock market react to unsolicited ratings?
A multiple factor model for European stocks
Liquiditätsmessung auf experimentellen Aktienmärkten
Pension systems and financial systems in Europe: a comparison from the point of view of complementarity